ECE 6710: Optimal Control Systems

 

Course Description
  ECE 6710 is a course covering the classical linear-quadratic (LQR) optimal control systems. We will derive and apply algorithms used to solve both optimal and suboptimal solutions to the regulator and tracking problems. Both Beleman/Pontryogan and Kalman/Riccati approches will be stressed. If time permits, more modern approaches such as H-two and H-infinity robust approaches will also be addressed

 

Course Topics
 

Review of vector and matrix calculus
Static optimization
--Non-constrained case
--Constrained case; Lagrange multipliers
Control of discrete time systems
--Regulator problems
--Riccati and Kalman equations
--Suboptimal control
--Tracking problems
Sampling
Review of the Calculus of variations
Control of continuous time systems
--Regulator problems
--Riccati and Kalman equations
--Suboptimal control
--Tracking problems
Numerical methods
Euler's equations
Final time free problems
Pontryogin's principle
Dynamic programming
Bellman’s principle
Continuous and discrete systems

 

Helpful Downloads
  Course Syllabus WMU Bookstore Half.com
  Schedule of Events
  Lecture Notes
  Computer Programs
  Tests and Solutions
  Mathematical Tables